+118.0%
AXP vs OKE
+142.5%
-24.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.0% |
| 7D | +0.6% | +1.9% | -1.3% | -0.2% |
| 30D | -4.3% | +12.8% | -17.2% | -9.4% |
| 3M | +4.7% | +11.9% | -7.2% | -1.2% |
| 6M | +9.0% | +14.9% | -5.9% | +0.6% |
| YTD | -11.1% | +37.7% | -48.9% | -25.7% |
| 1Y | +1.3% | +44.1% | -42.8% | -17.6% |
| 3Y | +114.5% | +75.3% | +39.2% | +54.1% |
| 5Y | +118.0% | +144.0% | -26.0% | +24.7% |
| All | +118.0% | +142.5% | -24.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling